To unlock the gallery you must successfully complete the game as any character of your choice.
Successfully complete Single Player mode on the Very Hard difficulty setting to unlock Time Attack mode.
To unlock hard difficulty you must successfully complete single player mode with the normal difficulty setting.
To unlock the very hard difficulty you must successfully complete single player mode with the hard difficulty setting.
Gain money by doing missions, then go to the slot machine. Get three of the Shonen Jump signs (a head with a flag behind). You will then be taken to the bonus slot machine mini-game. Get three of the heads that have a "?" on them to unlock a character. The following characters can be unlocked by defeating them in Story mode, then playing the slot machine until they are won: